Quantitative Risk Model Validator - Madrid - beBeeQuantitative

+ Lead the independent validation of CCR exposure (IMM) and XVA models across derivatives portfolios. · + Own the IMM backtesting / outcomes analysis framework (EPE/EEPE/PFE), including methodology design, · + Provide effective challenge of key modeling components, · + Validate n ...

We are looking for an Lead Model Validator (CCR / XVA / IMM) for one of our clients in the services sector in Spain. · ...

We are looking for a Senior Quantitative Model Validator with 5+ years of experience in model validation or quantitative risk. · Lead independent validation of CCR (IMM) and XVA modelsOwn IMM backtesting and outcomes analysisProvide effective challenge of key modelling components ...

We celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let's shape the future of wealth management together. · ...

We are looking for a Senior Model Validation Manager – CCR/XVA to join our team for a leading multinational in the investment banking sector. · Key Responsibilities: · Independently lead the validation of CCR (IMM) and XVA models across derivatives portfolios. · Mentor junior tea ...

We are looking for a Senior Model Validation Manager – CCR/XVA to join our team for a leading multinational in the investment banking sector. · Independently lead the validation of CCR (IMM) and XVA models across derivatives portfolios. · Own IMM backtesting and outcomes analysis ...

The Senior Quantitative Analyst will perform independent reviews of market risk methodologies developed globally for both regulatory and internal risk management purposes. · Performing independent reviews of model risk management activities. · Assessing model limitations. · ...

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, · to be empowered, and to create value beyond wealth. · ...

The Model Validation – Senior Quantitative Analyst is a member of the Model Risk Management team within the Group Risk Management and Assurance unit (CRO) at Julius Baer.We celebrate and value individual qualities enabling you to be impactful entrepreneurial empowered to create v ...

We are looking for a Senior Model Validation Quantitative Analyst for our CRO team. As part of this role you will perform independent technical validations on non-financial models and financial models. · The successful candidate should have profound knowledge and hands-on experie ...

We celebrate and value individual qualities enabling you to be impactful entrepreneurial empowered creating value beyond wealth. · Perform independent validation of models including testing assumptions conceptual soundness robust implementation appropriateness of input data model ...

Job summary · We celebrate and value the individual qualities you bring, enabling you to be impactful. · The Model Validation – Senior Quantitative Analyst is responsible for performing independent technical validations on non-financial models as well as financial models, · and r ...

Prepare and engineer features from structured and unstructured sources; write clear, · reproducible data pipelines and SQL queries. · ...

We are currently looking for a CCR IMM - Counterparty Credit Risk & Internal Model Method Specialist to join a long-term project within a multinational company in the banking sector. · ...

Do you thrive on reviewing complex risk models that shape global banking decisions? · Are you eager to impact BNP Paribas' risk appetite through robust model governance? · ...

We power progress, solve challenges, and deliver real results through tailored high-end consulting services and solutions. We have created a culture of openness and integrity by building genuine and strong relationships and partnerships. · The Senior Consultant will conduct techn ...

+Job summary · Winning Consulting is looking for a Credit Risk Consultant to join their project with one of their multinational clients in · the banking sector in Madrid. · +Strong technical understanding of Monte Carlo Simulation for exposures, · calibration techniques, and deri ...

Prometeia is a global firm of quantitative experts and software engineers dedicated to applying financial modelling economic research and data science to solve complex business and regulatory challenges. · Contribute to the development of the Quantitative Risk Management Team in ...

Quantitative research and development services for funds proprietary trading firms and other market participants covering systematic strategies as well as broader quantitative research and trading solutions across multiple markets. · ...

We are looking for a Credit Risk Consultant to join a project for one of our multinational clients in the banking sector in Madrid. · ...

Winning Consulting is looking for a Credit Risk Consultant to join a project for one of our multinational clients in the banking sector in Madrid. · Strong technical understanding of Monte Carlo Simulation for exposures, calibration techniques, and derivatives pricing dynamics ac ...